skate on thin ice

Meaning: If you're skating on thin ice, you're doing something risky, or you're in a situation that could quickly become dangerous.

For example:

Don't you think you'll be skating on thin ice if you go to the U.S. without getting health insurance? Medical care is incredibly expensive there.

Kenny's skating on thin ice. He's already on parole, and yet he's still driving around without a licence.

Origin: Probably related to the fact that skating on an ice-covered lake can be very dangerous if the ice is thin in places. It could easily break under the weight of a person, and the person could fall into the ice-cold water and drown.